Some New Results on Parameter Estimation of Alpha-Stable Distribution

被引：2
|
作者：
Li, Li [1 ]
Yu, Li [1 ]
Zhu, Guangxi [1 ]
Bai, Yun [1 ]
机构：
[1] Huazhong Univ Sci & Technol, Elect & Informat Engn Dept, Wuhan 430074, Peoples R China
来源：
2007 INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-15 | 2007年
关键词：
Alpha-stable distribution; parameter estimation; Characteristic Function Method; Quantile Method; Maximum Likelihood Method; Extreme Value Method; Moment Method;
D O I：
10.1109/WICOM.2007.350
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
Since Alpha-stable distribution was introduced as a generalization of Gaussian distribution, it has been applied widely in wireless communication field, such as designing filter, modeling impulsive noises and so on. In this paper, parameter estimation methods of Alpha-stable distribution are classified Into five types and a classic method in each type is studied based on our analysis. Specially, two important results are presented: After sample number increases to 2(13), precision of MLE based on FFT is not improved much; with alpha -> 2, error of estimation for alpha in Extreme Value Method is growing, which are neglected in the past researches. Finally, Monte-Carlo simulations are used to verify results.
引用
收藏
页码：1381 / 1384
页数：4
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